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07/20/2023
Change point estimation for a stochastic heat equation
We study a change point model based on a stochastic partial differential...
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02/28/2023
Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements
For the stochastic heat equation with multiplicative noise we consider t...
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03/20/2022
Estimation for the reaction term in semi-linear SPDEs under small diffusivity
We consider the estimation of a non-linear reaction term in the stochast...
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10/01/2021
Inference on the maximal rank of time-varying covariance matrices using high-frequency data
We study the rank of the instantaneous or spot covariance matrix Σ_X(t) ...
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10/13/2020
Parameter Estimation in an SPDE Model for Cell Repolarisation
As a concrete setting where stochastic partial differential equations (S...
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03/16/2019
Nonparametric estimation for linear SPDEs from local measurements
We estimate the coefficient function of the leading differential operato...
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09/11/2018
Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery
Given data from a Poisson point process with intensity (x,y) n 1(f(x)≤ ...
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10/19/2017
